楼主: undeadnezha
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[学科前沿] 到底什么是break test?为什么要做break test? |
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回帖推荐Perron,P.(1989), “The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis”, Econometrica,57,1361-1401.
Eric Zivot and Donald W. K. Andrews(1992),”Further Evidence on the Great Crash,the Oil-Price Shock, and the Unit-Root Hypothesis”, Journal of Business and Economic Statistics,10,251-270
Lumsdaine, R.L. and D. H. Papell (1997),”Multiple Trend Breaks and the Unit-Root Hypothesis ...
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